Anic Equity¶

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Total return since start: 0.617 %¶

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Equity now: -----------------------------> 49395.98 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45334.77 Kr¶

PnL: ---------------------------------------> 278.77 Kr¶

DD now: ---------------------------------> -7.011 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:37:59.118357'

Anic Portfolio¶

Today¶

Return: 1.069 %¶

This Week¶

Return: 0.188 %¶

Total portfolio value¶

Return including deposits: 61.71 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.110000 1679.220000 210.220000 14.310000 1468.999998
Sedana Medical 93 5.210000 2702.580000 181.580000 7.200000 2521.000011
Orrön Energy 180 4.160000 2142.000000 99.000000 4.850000 2043.000000
Atrium Ljungberg B 5 2.780000 979.000000 44.000000 4.710000 935.000000
Platzer Fastigheter Holding B 12 3.470000 1003.200000 42.200000 4.390000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Sagax B 4 2.910000 892.000000 38.000000 4.450000 854.000000
Catena 2 3.240000 829.200000 37.200000 4.700000 792.000000
Hoist Finance 35 0.700000 1011.500000 31.500000 3.210000 980.000000
JM 6 1.850000 894.000000 30.000000 3.470000 864.000000
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
Hexatronic Group 12 1.540000 983.040000 16.040000 1.660000 966.999996
Byggmax Group 33 1.940000 971.520000 15.520000 1.620000 956.000001
BioGaia B 8 0.940000 943.200000 13.200000 1.420000 930.000000
Bilia A 8 0.620000 905.600000 5.600000 0.620000 900.000000
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
EQT 4 0.720000 834.000000 2.000000 0.240000 832.000000
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
OX2 13 0.210000 942.500000 -7.500000 -0.790000 949.999999
ASSA ABLOY B 3 -0.620000 771.000000 -8.000000 -1.030000 779.000001
Biotage 7 -1.260000 931.000000 -10.000000 -1.060000 940.999997
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
Addnode Group B 11 -0.850000 893.750000 -27.250000 -2.960000 921.000003
SKF B 5 -2.630000 907.500000 -32.500000 -3.460000 940.000000
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Indutrade 5 1.420000 1177.500000 -40.500000 -3.330000 1218.000000
Hexagon B 26 0.880000 3420.300000 -40.700000 -1.180000 3461.000010
Latour B 4 -0.240000 816.000000 -41.000000 -4.780000 857.000000
BHG Group 97 3.080000 1396.800000 -62.200000 -4.260000 1458.999989
Bufab 3 -1.310000 1039.200000 -69.800000 -6.290000 1109.000001
INVISIO 16 -0.440000 3584.000000 -105.000000 -2.850000 3689.000000
TOTAL 45334.770000 278.770000 -7.01119% 45056.000411

Updated:¶

'2023-07-04 10:38:15.810469'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶